I have the Mirena and I love it! I am terrible about taking the pill and was NOT ready to have another baby. I don't know if we're done, but I like the fact that I can have the Mirena removed if we want to try again, but if we don't, then I don't have to worry about it. I was really freaked out about how it would feel. I don't notice it at all. I haven't had any side effects either. I did have some pain when they inserted it and lots of cramping after, but I took some ibuprofen and it went away. It felt like regular menstrual cramps. The only side effect that I've had (and I wouldn't even call it a side effect really) is that my husband can feel the strings during intercourse. I'm going back to the doctor to have them trimmed up. I haven't had a period because I'm breastfeeding, but I was told that eventually you won't have one at all.
Also, my insurance covered 90% of the cost of my Mirena and they won't cover much of the birth control pill. So, that was a deciding factor for me :) LOL!